+1,029.2%
MTSI vs AGNC
+83.5%
+945.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.7% |
| 7D | +10.0% | -6.3% | +16.3% | +13.0% |
| 30D | -20.3% | -3.1% | -17.2% | -19.7% |
| 3M | -24.4% | -22.1% | -2.4% | -16.2% |
| 6M | -39.2% | -16.9% | -22.3% | -34.7% |
| YTD | +35.5% | -13.9% | +49.4% | +42.9% |
| 1Y | +43.0% | -6.9% | +49.9% | +45.5% |
| 3Y | +196.3% | +50.9% | +145.4% | +142.1% |
| 5Y | +210.0% | +3.9% | +206.1% | +192.4% |
| 10Y | +469.1% | +47.4% | +421.6% | +374.7% |
| All | +1,029.2% | +83.5% | +945.8% | +683.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling